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(1)

A NNALI DELLA

S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze

W ALTER L ITTMAN

Boundary control theory for hyperbolic and parabolic partial differential equations with constant coefficients

Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 4

e

série, tome 5, n

o

3 (1978), p. 567-580

<http://www.numdam.org/item?id=ASNSP_1978_4_5_3_567_0>

© Scuola Normale Superiore, Pisa, 1978, tous droits réservés.

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(2)

Boundary Theory Hyperbolic

and Parabolic Partial Differential Equations

with Constant Coefficients (*).

WALTER LITTMAN

(**)

~

dedicated to Hans

Lewy

1. -

Introduction.

Suppose

we have a

well-posed initial-boundary

value

problem

for a

hyperbolic

or

parabolic equation

Lu = 0 in a

cylindrical

domain D = D X

X[0, oo),

where D is a bounded domain in Rn. One basic

problem

of

boundary

control

theory

is that of

null-controllability: given

initial data in D at t =

0,

can this data be

supplemented

with

appropriate

non-homo-

geneous time

dependent boundary data, prescribed

on the lateral

boundary

of

S~,

such that the solution of the

resulting

initial

boundary

value

problem

will vanish for t &#x3E; T?

Furthermore,

how small can T be chosen? For the

wave

equation,

the heat

equation

and more

general

second order

equations

this

problem

has been treated

by Russell [9], Fattorini [2], Seidman [10]

and others. For additional references see these works.

The

present

work was to a

large

extent

inspired by

two sources, which

we are

happy

to

acknowledge:

A number of very instructive conversations with L. Markus which

acquainted

us with the basic

problems

and work

done in the area;

secondly,

a lecture

given by

Frank Jones in November

1973,

the

subject

of which we shall describe

shortly.

Once instance where the

problem

of

boundary

control

theory

has a rather

straight-forward

solution is the wave

equation

in an odd number of space

(*) Partially supported by

NSF Grant MCS 76-05853 the

University

of Min-

nesota.

(**) University

of Minnesota, School of Mathematics,

Minneapolis,

Minnesota.

Pervenuto alla Redazione il 28

Luglio

1977.

(3)

dimensions

greater

than one.

(See

Russell

[9]).

One

simply

extends the initial data outside D with

support

in a

slightly larger set,

and

proceeds

to solve the pure initial value

problem

with this data. Since the Riemann function for this

problem

has

support

on the surface of a

(forward)

cone

(Huygen’s principle),

the solution restricted to ,~ will vanish for t &#x3E;

T,

where T can be determined from the

geometry

of D. The

appropriate boundary

data for the control

problem

is then

simply

read off from the

solution determined as described above. Let us note that this

procedure

works

whenever the Riemann function has an

appropriate

lacuna.

Frank Jones’ result

[7],

alluded to

earlier,

consists in

constructing

a

fundamental solution to the heat

equation

which can

play

the same role

in the

boundary

control

problem

for the heat

equation

that the

ordinary

Riemann function

plays

for the

(odd

space

dimensional)

wave

equation-a

role for which the

ordinary

fundamental solution of the heat

equation

is

not suited. Jones constructs a fundamental solution with

support

in 0

with s &#x3E; 0

arbitrary.

The methods

just

described have several

advantages.

One is that the

boundary

control

problem

is solved once and for all without reference to any

specific

initial

boundary

value

problem.

Another is that one need

only

have

uniqueness

for the mixed

problem.

The existence of a solution to the control

problem

is a consequence of the

procedure. (Uniqueness

of the solu- tion of the control

problem

is not asserted here and

is,

in

general,

not valid

under our

hypotheses.)

A third

advantage

of the

procedure

is that it is not restricted to

cylindrical

domains.

We

briefly

describe the content in the remainder of the paper. Section 2 reviews some

elementary

facts about

hyperbolic operators

for n = 1. In

section 3 we treat the

boundary

control

problem

for

strictly hyperbolic equations

in one space variable

(which curiously enough,

is not

quite

as

immediate as the case n

odd &#x3E; 1).

We dwell at

greater length

on the one

dimensional case than

might

seem necessary

mainly

because the basis of the method is encountered here

already.

In section four we use a

plane

wave

decomposition

to treat the n dimensional

hyperbolic

case. Section

five deals with a’

parabolic equation

in one

dimension,

while section

six

deals with the n-dimensional case,

again

via a

plane

wave

decomposition.

The main theorem for the

parabolic

case is stated at the end of that

section.

This paper

emphasizes

methods and

qualitative

results.

Thus,

for the

sake of

simplifying proofs,

we assume strict

hyperbolicity, although

results

continue to hold for

general hyperbolic operators

with constant coefficients with

slight

modifications in the

proofs.

We are also content with

stating

all results in the context of C°°

functions,

at least in the

hyperbolic

case.

(4)

We intend to discuss estimates in Sobolev norms

(for

the

hyperbolic case),

more

general equations,

variable coefficients and other

aspects

of the

problem

at another time.

The

subject

of this paper was

presented

at the Conference on Partial Differential

Equations

held at

Oberwolfach,

March 1975.

2. - Some

elementary

facts

concerning hyperbolic equations

in one space dimension.

. We first treat the case of a

strictly hyperbolic operator corresponding

to a

homogeneous polynomial (i. e.,

with no lower order

terms)

where we assume

that a 0 0,

the a’s are real

and,

for the sake of

simplicity,

distinct. The differential

operator t

=

a(a/ax) -f- alat represents

a directional derivative in the direction

(oc, 1)

and has two fundamental

solutions,

g- and g+,

i.e.,

solutions to the

equation £g = (x) b(t),

both

being

measures

with

support

on the line at = x; g+

vanishing

for

negative t,

g- for

posi-

tive t.

Both

represent signals propagating

with

velocity

ce and

beginning

or

ending

at x =

0,

t = 0.

Let us assume that none of the cxi

vanish, i.e.,

there is no zero

velocity

of

propagation.

Then we

gain complete symmetry

between the x and t variables. Moreover each

operator ~i

=

-~- a/at

will have two fun-

damental solutions each of which can be

uniquely

determined

by specifying support

either in the upper or lower

(closed)

half

plane--or alternately,

in the

right

or left half

plane. Convoluting

the fundamental solutions

for Li

with

support

in the

(upper, lower, right, left)

half

plane

we

obtain, apart

from a constant

factor,

a fundamental solution

(G+, G_, GR, G,)

to the

operator

L with

support

in that half

plane.

The actual

support

of

G+

is

the sector in the upper half

plane

bounded

by

the two lines

(passing through

the

origin) corresponding

to the

algebraically

lowest and

highest velocity

of

propagation; min ai

and max aii.

Letting

we see that

GR(GL)

will have

support

in the sector in the

right (left)

half

plane

bounded

by

the rays

corresponding

to the

algebraically

lowest and

highest reciprocal velocity: i.e., min Ai

and max

Âi.

It will be of

importance

to us to notice

that if we

let X

=

max

then the

support

of

GR(GL)

is contained in the

intersection of the set

X

with the

right (left)

half

plane.

(5)

Next we consider

operators

with lower order terms

where

Q(~, 7:)

is a

polynomial

with

complex

coefficients of

degree

m.

L has four fundamental

solutions,

y which we

again

denote

by Gt, GR, GL, having

the same

supports

as those for

P m(D).

Furthermore these will vary

continuously

with the coefficients of the

operator,

as

long

as the

speeds

of

propagation

remain

separated.

3. - The

hyperbolic

case, n =1.

Let L =

P(Dx, Dt)

be a

strictly hyperbolic operator (n = 1 ),

and let

5 be the

reciprocal

of the slowest

speed

of

propagation,

=

1/min

THEOREM 1. Let C°°

Cauchy

data be

prescribed

at t = 0 in the closed in- terval

1

on the x axis. Then there exist 000 solution v to Lv = 0 in

1

X

[0, 00), assuming

this

Cauchy data, vanishing for

t &#x3E;

T 1,

where

T 1

is any number

exceeding To =-

diameter

1

We recall that

by C°°(I) (for

a closed interval

Ï)

we mean functions

extendable to C°° in a

larger

interval.

PROOF. Extend the initial data to a

Co

function with

support

in a

slightly larger

interval

1,

contained in an s

neighborhood

of

I,

and solve

the

equation

Luc = 0 with the extended

Cauchy

data for all - oo x ~ oo, Call the solution u. Let

cp(t)

be a C°° function

equal

to one for

and zero for

t ~ 2 .~’1-~- E,

and set

L(ugg)

If m denotes the

mid-point

of

I,

let W be a C°° function

equal

to one

for and zero for

x&#x3E;m+8,

and set

and

« *)}

denoting involution, and G, and GR

the fundamental solutions described in the last section. For 8

sufficiently

small

(which

we now so

choose) ~IL

and

U R

are C°° and each vanish in

neighborhoods

of the sets

(6)

(This

is of course a consequence of the estimates of the

supports

of

GL

and

G,

of the

previous section.)

Hence the sum TI = does

also,

and more-

over satisfies

Lu = f. Next,

set We have

Zv = 0,

v agrees with u near t =

0,

has the

originally assigned Cauchy

data in

I,

and vanishes for Hence it is a desired solution.

4. - The n dimensional

hyperbolic

case.

We shall

accomplish

the transition from one to several space dimen- sions

by

a standard device-a

plane

wave

decomposition.

To that

affect,

let us recall some basic facts

concerning

such

decompositions,

as described

for

example by Ludwig [8].

For

/e8(.B") (S

is the Schwartz space of

rapidly decreasing

C°°

functions)

the Radon transform is defined

by

where c~ is a unit vector and

represents 11, -

1 dimensional surface area,

oo.

For g = g(s, w)

define

.H

denoting

the

(one dimensional)

Hilbert transform. Then a

plane

wave

decomposition

is

accomplished by setting

If

f belongs

to then is

infinitely

differentiable in s and c~. In

our

applications

the

function

will

depend

on another

parameter, t,

and

part

of the last statement has a more

quantitative

version:

(7)

Here v and y are

integers depending

on the dimension

n; k

is an

arbitrary

non

negative integer;

the maximum on the left is taken over all s E .R1 while the one on the

right

is taken over all x E Rn. Both maxima may also be taken over the same closed t interval. « Const. &#x3E;&#x3E;

depends only

on n.

We are now

ready

to treat the case of a

strictly hyperbolic operator

with constant coefficients in n-space dimensions. Let L =

be such an

operator,

and D a bounded domain in Rn. For each

(spacial)

direction w

(i.e.,

unit vector in

x-space)

let

.

denote the

reciprocal

of the

slowest

speed

of

propagation

in the (o direction. Let

dm

be the diameter of the

w-projection

of

D, i.e.,

D

projected

on a line

parallel

to the a) vector.

Let

To =

sup

~,~, ~ do.

m

THEOREM 2. Given

assigned

000

Cauchy

data at t = 0 on

D (which

can be

extended as 000

f unctions

in a

neighborhood of D) ;

then

for

each

Tx &#x3E; T,

there

exists a solutions v to Lv = 0 in

D X ~t

&#x3E;

0} assuming

the

prescribed Cauchy

data in

D

and

vanishing in (Note:

D = closure of

D.)

PROOF. Let us extend the

Cauchy

data so as to be C°° and have

support

in an 8

neighborhood

of

D,

and let us solve the

resulting Cauchy problem

in

all of

jR"x(00), calling

the solution u. Let

PI

be as in the statement of the theorem and

let,

as

before,

where is a C°° function such that

For each unit vector co let

i.e.,

the ro

projection

of

D,

and let m. denote the mid

point

of

1w.

Let

W(s)

be such that

(8)

and set.

be the

plane

wave

decomposition of f,

and let

We note that

where

Dt)

is a

strictly hyperbolic operator

in s, t space

depending

in a C°° way of (o,

having

the strict

hyperbolicity

maintained

uniformly

with

respect

to co. As a matter of

fact,

the

polynomial Pw(a, 7:)

is

nothing

else but the

polynomial P(~, 7:)

restricted to the

2-plane in ~

- r space which contains the t-axis and the OJ

vector,

with a =

~.

From the case n = 1 we know that the

operator Dt)

=

Lro

has fundamental solutions

with

supports

contained in the sets

(respectively),

where

5m

is the maximal

reciprocal propagation speed

for

Zo.

Letting

(with

convolutions carried out in s - t

space)

we notice that these func- tions are Coo

in s, t,

w and

satisfy

hence

(and

the same with « R

»),

with the

supports

of

U WL

and

U WR

both con- 37 - Annali della Scuola Sup. di Pisa

(9)

tained in a

neighborhood S’

of the set

Moreover

~5~, approaches Sm

as E - 0. A moment’s reflection shows that for e

sufficiently

small

(which

we now so

choose),

the set

S,

is bounded

away from the sets

and hence from the sets

1-1 ’I.

and

which are contained in the above sets

(respectively).

It follows that the

supports

of

UroL

and

UWR

both are bounded away from

(*)

and

(~~),

uni-

formly

in

Hence,

y if we define

U will be a C°’ solution to

vanishing

in

neighborhood

of

(*)

and

(**). Defining (as

in the case n =

1)

we see that v satisfies all

requirements

of the theorem.

5. - The

parabolic

case n =1.

To motivate our

procedure,

we rederive Frank Jones’ result for the

one dimensional heat

equation along

somewhat different lines. We wish to imitate the

procedure

followed in the

hyperbolic

case. We

begin by

(10)

solving

the traditional initial value

problem, prescribing

as initial data

d(x),

thus

arriving

at the standard fundamental solution

G+(x, t),

with

support

in t &#x3E; 0. Our next

step

would be to

multiply G+ by

a cut-off function

T(t),

this time

choosing (p(t) equal

to one

for It

E and

equal

to zero

for It

&#x3E; 28.

To

proceed

with the

analogy,

we then must look for the

analogue

of

G,

and

GR

with

supports

in

neighborhoods

of the

negative

and

positive x

axis

respectively.

Such fundamental solutions do not exist as

distributions,

but

they

do exist

formally (see Ehrenpreis [l], p. 209)

where

6"1

is the i-th derivative

of 6(t)

and x+ = max

(x, 0).

This « funda- mental solution » has

support

in

(x &#x3E;- 0, t

=

0)

and may be

interpreted

as a

functional in a space of functions

satisfying

a

Gevrey

condition of index 2 in t. A second « fundamental solution »

having support

on

(x ~ 0, t

=

0),

may be obtained

by replacing

x+

by

x_ - Let us hasten to add

that the existence of these

generalized

fundamental solutions is

nothing

but a reformulation of the observation of

Holmgren [5]

to the effect that the

Cauchy problem

for the heat

equation

in one space dimension can be solved if

Cauchy

data in an

appropriate Gevrey

class is

prescribed

on the

taxis.

Digression

on the spaces

y-5.

From the above discussion it becomes clear that we should choose the cut-off function

99(t)

in an

appropriate Gevrey

class. Instead we choose to work with a variation of

the ya

classes.

(For

these spaces and their

properties

see Hormander

[6],

p.

146).

We say

99(t)

E

E

c 1~ belongs to y’o

if for every 8 &#x3E; 0 there is a constant

C~

such that

We

define y2 = t)

as the space of continuous functions

t) belonging

for each x to

with

bounds uniform

in x, and yy 6 = ’5(x, t)

the space of continuous functions

belonging

for each x to

yf(t)

with bounds uniform in x on bounded subsets of x-space. We shall

always pick

1

c ~

2.

We now come back to the

parabolic equation

where A is a one dimensional differential

operator

with constant coefficients of order m &#x3E; 1.

(The procedure

with some

modifications,

y also works with

(11)

variables coefficients

depending

on x

only).

We assume that the

highest

order term in A is of even order and has

positive

coefficients. Under these conditions L has a fundamental solution

G+

with

support

in 00 which is

analytic

for t &#x3E; 0. We now

proceed

with the construction of formal fun- damental solutions

analogous

to the ones exhibited for the heat

equation. Denoting by T,

we set

(with G,

defined

similarly),

where is the

unique

solu-

tion to

A i+1 a --- ~ (x)

with

support

on 0153&#x3E;O

(0153:O).

A

simple computation

verifies that these are indeed

formal

fundamental solutions.

As a convenience we shall

from

now on

always

choose 8 so that 0 8

l.

Having

chosen the cut-off with = 0

for t J ~ 2E

and

= 1 for we choose E 000

equal

to one for x c -1 and zero for

set

and notice that these functions

belong

to

y~, (together

with all their x deri-

vatives)

and have their

supports

in the sets

(respectively)

We would like to define

provided

we can attribute a

meaning

to these

expressions,

and then

proceed

as in the

hyperbolic

case.

Formally,

x+l

(12)

For y

in a bounded interval

I,

we have the estimate

(similarly

for a, and y

0).

For

fR,L

we have the estimate

with a similar estimate

holding

for any finite number of x derivatives of

f replacing f.

An

application

of

Stirling’s

formula now insures the absolute and uniform convergence of the series

defining UR L

in any finite interval I. Further- more, y the series may be differentiated with

respect

to x or t any number of times without

affecting

the convergence, thus

justifying

the hitherto

formal relations

Setting v

=

U R - U L

we see that Lv = 0 for

t &#x3E; 0, v

agrees with

G+

for t 8 and vanishes for

t ~ 2E,

hence is our desired fundamental

solution.

Let us note that an alternative to the use of

G, and GR

would have been to

apply

Theorem 5.73 of

H6rmander[6].

However then the construction would not

generalize

to variable coefficients

(for n

=

1).

6. - The

parabolic

case n &#x3E; 1.

If we assume that .L is

parabolic

in the sense that

being

the

principal part

of A. Under these condi.

tions there exists a fundamental solution

G(x, t)

with

support

in

t &#x3E; 0,

ana-

lytic

in x and t for t &#x3E; 0. We shall use the

following

Estimates

for

the standard

f undamental

solution :

where

h(x) ---&#x3E; 0

faster than any

negative

power of

l0153l

as

Ixl

- oo, and where

C and K may

depend

on

to

and tl . may be estimated

similarly

with C

replaced by Ck .

To see this we examine the

proof (see

for ex.

[3]

(13)

or

[4])

of the estimate

valid for

0 C to ~ t ~ t~,

and some h &#x3E; 1. We notice that the same estimate holds for

complex

t contained in a disk

and 6

sufficiently small, depending

on

to,

ti but not on

t2.

Standard esti-

mates for derivatives of

complex analytic

function then

give

the first esti-

mate. The same

argument

can be

applied

to

DfG, yielding

different con-

stants.

We now

proceed

as before.

Using Stirling’s

formula we see that

f(x, t)

=

L(q(t)G)

satisfies an esti-

mate

for

0 &#x3E; 0,

with

h(x) --&#x3E; 0

faster than any

negative

power of

lxl.

Using

the estimates for

t)

and its derivatives stated in the first

part

of section

4,

we see that

fw(s, t)

and each s derivative

belongs

to

y’(,g, t), uniformly in

co. The same may be said for

where

~( ~ )

is the same 000 cut-off function as in the case n = 1.

The

operator

defined

(as

in section

4) by

is

again parabolic, uniformly

with

respect

to OJ, and varies

smoothy

with c~.

We form

as in the case n = 1. The series involved will converge

absolutely

and

uniformly

on bounded s intervals and

uniformly

in OJ, and the same holds

(14)

for the differentiated series. We use here the fact that because of the para-

bolicity assumption,

the

operator A.(D,,)

has its

highest

order coefficient bounded away from zero,

uniformly

in c~, from which the estimate for

a~,,L 1(s)

(analogous

to the one in section

5)

can be made

uniform in

(o.

The desired fundamental solution is then

We have thus

proved

THEOREM 3. Let L

= A(Dx) - alat

be a

parabolic operator (as defined

earlier in this

section)

in Rn X

(-

00 t

(0).

Then 0 there exists

a

fundamental

solution with

support

in the

strip

0 t 8, which is Coo awacy

f rom

the

origin.

The

following

theorem and

corollary

were

proved by

Frank Jones for the heat

equation [7].

As he

remarks,

the

proof

remains valid for more

general parabolic equations having

fundamental solutions with

support

in

0 t s.

Applying

his

proof

to our

operator

.L we obtain

THEOREM 4. Let L =

P(Dz) - alat

be

parabolic

in the sense

of

this sec-

tion. Let

f belong

to and suppose

supp f c Rn x [a, b).

Then there

exists u in such that Lu =

f

and supp u c Rn X

[a, b].

COROLLARY. Let g be a continuous

f unction

on Rn and 8 &#x3E; 0. Then there exists a continuous

function u

on Ran X

[0, (0)

such that

BIBLIOGRAPHY

[1]

L. EHRENPREIS, Fourier

analysis

in several

complex

variables, New York, N. Y.

(1970).

[2]

H. O. FATTORINI - D. L. RUSSELL, Exact

controllability

theorems

for

linear para- bolic

equations in

one space dimension, Archive Rat. Mech. Anal., 4 (1971),

pp. 272-292.

[3]

A. FRIEDMAN, Generalized

functions

and

partial differential equations, Engle-

wood Cliffs, N. J. (1963).

(15)

[4]

I. M. GELFAND - G. E. SHILOV, Generalized Functions, vol. 3, Moscow

(1958).

[5] E. HOLMGREN, Sur

l’équation

de la

propagation

de la chaleur, Ark. Mat. Astr.

Physik,

4 (1908), pp. 1-4.

[6] L.

HÖRMANDER,

Linear

partial differential operators,

Academic Press Inc., New

York,

N. Y.

(1963).

[7] B. F. JONES Jr., A

fundamental

solution

for

the heat

equation

which is

supported

in a

strip,

J. Math.

Analysis

and

Applications,

60

(1977),

pp. 314-324.

[8] D. LUDWIG, The Radon

transform

on Euclidean spaces, Communications in Pure and

Applied

Math., 19

(1966),

pp. 49-81.

[9]

D. L. RUSSELL, A

unified boundary controllability theory for hyperbolic

and

parabolic equations,

Studies in

Applied

Math., 52 (1973), pp. 189-211.

[10]

T.

SEIDMAN, Boundary

observation and control

for

the heat

equation:

Dif-

ferential games and control

theory,

Marcel Dekker, New York, N. Y. (1974),

pp. 321-351.

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